Another Problem deleting a Folder

I have read all the posts about not being able to delete a file because it was being used by another person or program. I did have that problem and thanks to this forum I found out that I could delete it using Nero.. New Problem trying to delete a folder and get the error Cannot delete folder make sure the disk is not full or write Protected and that the file is currently not in use. I tried in Explorer and in Nero the file is not in use and Ideas?? Its a file I made to store some mp3's.

Close all open applications.
Open a command prompt and navigate to the directory with the offending files.
Then open the Task Manager and click on the Processes tab. select "explorer.exe" under Image Name. Click "End Process".
That will leave you with only the command prompt and the task manager running.
Now at the Command Prompt, its time to delete the file(s). Using the DEL command. Example c:>\movies\DEL movie.avi
Now the files are deleted, go to the task manager and click on the Applications tab. Click the "New Task" button. in the dialog, type explorer.exe and click OK.